PREVIEW / futures_5min / 2018-08-05
file: by_date/futures_5min/2018/2018-08-05.parquet size: 45 KB rows: 2,612
schema
timestamp TIMESTAMP symbol VARCHAR asset_type VARCHAR open DOUBLE high DOUBLE low DOUBLE close DOUBLE volume DOUBLE
sample rows
| timestamp | symbol | asset_type | open | high | low | close | volume |
|---|---|---|---|---|---|---|---|
| 2018-08-05 18:00:00 | ES | Futures | 3096.85 | 3098.49 | 3096.58 | 3097.4 | 2283.0 |
| 2018-08-05 18:05:00 | ES | Futures | 3097.4 | 3097.67 | 3095.49 | 3096.58 | 817.0 |
| 2018-08-05 18:10:00 | ES | Futures | 3096.31 | 3097.4 | 3096.31 | 3097.12 | 227.0 |
| 2018-08-05 18:15:00 | ES | Futures | 3097.12 | 3097.4 | 3096.85 | 3097.4 | 132.0 |
| 2018-08-05 18:20:00 | ES | Futures | 3097.12 | 3097.4 | 3096.85 | 3097.12 | 148.0 |
| 2018-08-05 18:25:00 | ES | Futures | 3097.12 | 3097.12 | 3096.58 | 3096.85 | 78.0 |
| 2018-08-05 18:30:00 | ES | Futures | 3096.85 | 3097.12 | 3096.85 | 3096.85 | 92.0 |
| 2018-08-05 18:35:00 | ES | Futures | 3097.12 | 3097.12 | 3096.03 | 3096.31 | 220.0 |
| 2018-08-05 18:40:00 | ES | Futures | 3096.31 | 3096.58 | 3096.03 | 3096.31 | 86.0 |
| 2018-08-05 18:45:00 | ES | Futures | 3096.31 | 3096.58 | 3096.03 | 3096.31 | 62.0 |
| 2018-08-05 18:50:00 | ES | Futures | 3096.03 | 3096.31 | 3095.76 | 3096.03 | 193.0 |
| 2018-08-05 18:55:00 | ES | Futures | 3096.03 | 3096.31 | 3095.76 | 3096.31 | 148.0 |
| 2018-08-05 19:00:00 | ES | Futures | 3096.31 | 3096.58 | 3095.76 | 3096.31 | 153.0 |
| 2018-08-05 19:05:00 | ES | Futures | 3096.58 | 3096.58 | 3096.58 | 3096.58 | 144.0 |
| 2018-08-05 19:10:00 | ES | Futures | 3096.58 | 3096.85 | 3096.31 | 3096.85 | 159.0 |
| 2018-08-05 19:15:00 | ES | Futures | 3096.85 | 3097.12 | 3096.58 | 3096.85 | 220.0 |
| 2018-08-05 19:20:00 | ES | Futures | 3096.58 | 3097.12 | 3096.58 | 3097.12 | 158.0 |
| 2018-08-05 19:25:00 | ES | Futures | 3097.12 | 3097.12 | 3096.85 | 3097.12 | 110.0 |
| 2018-08-05 19:30:00 | ES | Futures | 3096.85 | 3096.85 | 3096.03 | 3096.03 | 277.0 |
| 2018-08-05 19:35:00 | ES | Futures | 3096.31 | 3096.31 | 3095.76 | 3096.03 | 265.0 |
| 2018-08-05 19:40:00 | ES | Futures | 3096.31 | 3096.58 | 3095.76 | 3095.76 | 157.0 |
| 2018-08-05 19:45:00 | ES | Futures | 3095.76 | 3095.76 | 3095.22 | 3095.22 | 220.0 |
| 2018-08-05 19:50:00 | ES | Futures | 3095.22 | 3095.76 | 3094.94 | 3095.22 | 409.0 |
| 2018-08-05 19:55:00 | ES | Futures | 3095.49 | 3095.49 | 3095.22 | 3095.22 | 137.0 |
| 2018-08-05 20:00:00 | ES | Futures | 3095.22 | 3096.31 | 3094.94 | 3096.31 | 458.0 |
| 2018-08-05 20:05:00 | ES | Futures | 3096.03 | 3096.58 | 3095.76 | 3096.31 | 465.0 |
| 2018-08-05 20:10:00 | ES | Futures | 3096.03 | 3096.58 | 3095.49 | 3096.31 | 422.0 |
| 2018-08-05 20:15:00 | ES | Futures | 3096.03 | 3097.67 | 3096.03 | 3097.12 | 928.0 |
| 2018-08-05 20:20:00 | ES | Futures | 3097.12 | 3097.12 | 3096.58 | 3097.12 | 308.0 |
| 2018-08-05 20:25:00 | ES | Futures | 3097.12 | 3097.12 | 3096.58 | 3096.85 | 146.0 |
| 2018-08-05 20:30:00 | ES | Futures | 3096.58 | 3096.85 | 3095.49 | 3095.76 | 408.0 |
| 2018-08-05 20:35:00 | ES | Futures | 3095.76 | 3096.31 | 3095.76 | 3096.03 | 169.0 |
| 2018-08-05 20:40:00 | ES | Futures | 3096.03 | 3096.03 | 3095.49 | 3095.76 | 209.0 |
| 2018-08-05 20:45:00 | ES | Futures | 3095.76 | 3096.58 | 3095.76 | 3096.31 | 172.0 |
| 2018-08-05 20:50:00 | ES | Futures | 3096.31 | 3096.85 | 3096.31 | 3096.58 | 89.0 |
| 2018-08-05 20:55:00 | ES | Futures | 3096.58 | 3096.85 | 3096.31 | 3096.31 | 209.0 |
| 2018-08-05 21:00:00 | ES | Futures | 3096.31 | 3096.85 | 3096.03 | 3096.58 | 271.0 |
| 2018-08-05 21:05:00 | ES | Futures | 3096.58 | 3096.85 | 3096.58 | 3096.85 | 154.0 |
| 2018-08-05 21:10:00 | ES | Futures | 3096.85 | 3097.94 | 3096.85 | 3097.94 | 562.0 |
| 2018-08-05 21:15:00 | ES | Futures | 3097.67 | 3097.67 | 3096.03 | 3096.85 | 939.0 |
| 2018-08-05 21:20:00 | ES | Futures | 3096.58 | 3097.12 | 3096.58 | 3096.58 | 404.0 |
| 2018-08-05 21:25:00 | ES | Futures | 3096.31 | 3096.85 | 3096.03 | 3096.85 | 297.0 |
| 2018-08-05 21:30:00 | ES | Futures | 3096.85 | 3097.67 | 3096.85 | 3096.85 | 800.0 |
| 2018-08-05 21:35:00 | ES | Futures | 3096.85 | 3096.85 | 3095.76 | 3096.31 | 811.0 |
| 2018-08-05 21:40:00 | ES | Futures | 3096.31 | 3097.67 | 3096.31 | 3097.4 | 614.0 |
| 2018-08-05 21:45:00 | ES | Futures | 3097.4 | 3098.21 | 3097.4 | 3098.21 | 920.0 |
| 2018-08-05 21:50:00 | ES | Futures | 3098.49 | 3099.58 | 3098.49 | 3098.49 | 1518.0 |
| 2018-08-05 21:55:00 | ES | Futures | 3098.76 | 3099.58 | 3098.76 | 3099.58 | 668.0 |
| 2018-08-05 22:00:00 | ES | Futures | 3099.58 | 3100.39 | 3099.3 | 3099.58 | 881.0 |
| 2018-08-05 22:05:00 | ES | Futures | 3099.3 | 3099.85 | 3099.3 | 3099.58 | 489.0 |
> showing 50 of 2,612 rows — these rows as CSV